+104.9%
MMM vs BAH
-32.2%
+137.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.3% | -3.2% | -0.1% | -3.2% |
| 30D | -7.0% | +2.0% | -9.0% | -7.1% |
| 3M | +10.8% | -7.6% | +18.4% | +11.1% |
| 6M | +5.8% | -5.7% | +11.4% | +5.9% |
| YTD | +6.8% | -11.7% | +18.5% | +7.5% |
| 1Y | +10.4% | -27.4% | +37.8% | +11.4% |
| All | +104.9% | -32.2% | +137.1% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling